+14.4%
TFC vs SSNC
-3.0%
+17.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | -1.3% | +6.0% | -7.3% | -2.7% |
| 3M | +6.1% | +21.0% | -14.9% | +0.9% |
| 6M | +7.3% | +12.1% | -4.8% | +4.0% |
| YTD | +8.2% | -3.2% | +11.4% | +9.4% |
| 1Y | +14.4% | -4.4% | +18.8% | +13.3% |
| All | +14.4% | -3.0% | +17.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling